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Relationship between the Itō formula for a Q-Wiener process and the Itō formula for a cylindrical Wiener process. A question on the trace term

Remark: Even when this question is about stochastic PDEs, it can be answered by someone who has no knowledge about probability theory or PDEs. I'm reading Stochastic Differential Equations in ...
0xbadf00d's user avatar
  • 167
6 votes
0 answers
272 views

Extension operators for topological vector space-valued smooth functions on closed sets

There are many known results about extension theorems for real-valued functions on closed sets, with varying levels of differentiability and so on, all very roughly following the Whitney approach. For ...
David Roberts's user avatar
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6 votes
0 answers
252 views

Constructing Extreme Points in Reflexive Banach Spaces

A theorem of Lindenstrauss and Phelps states that if $X$ is a separable reflexive Banach space then the unit ball of $X$, $Ba(X)$, has uncountably many extreme points. The proof goes by contradiction ...
Kevin Beanland's user avatar
6 votes
0 answers
63 views

Chord-arc property of n-tuples of commuting operators

Assume that we have an $n$-tuple $S^0=(S^0_1,\dots,S^0_n)$ of commuting operators in a Hilbert space $H$ and another such an $n$-tuple $S^1$. Is it possible to connect these two $n$-tuples by a ...
Karl Marx's user avatar
  • 315
6 votes
0 answers
306 views

How to prove that the Laplace oparator of the Heisenberg group is sub-elliptic?

The Heisenberg group $H^3$ is the set $\mathbb C\times \mathbb R$ endowed with the group law $$ (z,t)\cdot(w,s) =\left (z+w, \,t+s+\tfrac{1}{2}\Im m(z \bar{w})\right). $$ For $z=x+ i y \in \mathbb C$ ...
Z. Alfata's user avatar
  • 650
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0 answers
369 views

Interpolation between $H^1$ and $H^1\cap L^1$

Suppose that $T:H^1(\mathbb{R}^3)\rightarrow\mathbb{R}$ is a linear bounded operator, with operator norm $M_2$. In particular, given $1\leq p\leq2$, there exist optimal constants $M_p\leq M_2$ such ...
Capublanca's user avatar
6 votes
0 answers
216 views

Integral-like concepts

I am looking for interesting concepts (I guess you could say functionals from the function space $[a;b]\to\mathbb R$) that are like integrals in some respect. The background is that I have proven a ...
Manuel Eberl's user avatar
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6 votes
0 answers
118 views

Categorical description of dense homomorphisms of topological algebras

Let $A$ and $B$ be topological associative algebras (no matter, in which sense, for example, over $\mathbb C$, with identity, and with separately continuous multiplication). Let us say that a (...
Sergei Akbarov's user avatar
6 votes
0 answers
406 views

Basis functions for approximation of a convex function on unit simplex

Consider the unit $D$-simplex $S^D=\left\lbrace (x_0, x_1, \ldots, x_D) \in \mathbb{R}^{D+1} \mid \sum\limits_{i=0}^{D}x_i = 1, x_i \geq 0 \right\rbrace$. I have a bounded, convex function $f:S^D\to\...
mikkola's user avatar
  • 171
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208 views

Is there a decomposition strengthening of the Sauer-Shelah Lemma?

Let $S \subset \{-1,1\}^n$. For a subset $A \subset [n]$ let $P_A$ denote the coordinate projection operator on S; in other words let $P_A(S)$ be the coordinate projection of $S$ onto the coordinates ...
Mark Lewko's user avatar
6 votes
0 answers
493 views

Reference for the Banach Manifold structure of $C^k(M,N)$

I'm completely new to the subject of banach manifolds and I'm looking for a reference of the following: Let $M$,$N$ be smooth (=$C^\infty$) finite-dimensional compact manifolds. Consider the set $C^...
uro's user avatar
  • 71
6 votes
0 answers
161 views

Real interpolation space between the Wiener algebra and $L^2$

The Wiener algebra $W_n$ is the image by the Fourier transform of $L^1(\mathbb R^n)$. What is the (complex) interpolation space between $W_n$ and $L^2(\mathbb R^n)$? It is probably not true that for $\...
Bazin's user avatar
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6 votes
0 answers
190 views

Max min of functionals

I have an interesting question which I believe was probably already studied, but I could not find anything. Let $n, m \geq 1$ be fixed. Suppose that $|| \cdot ||$ is a norm in $\mathbb{R}^n$ and $f_1, ...
tkobos's user avatar
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0 answers
160 views

Proof that the second Borel cohomology group of $(\mathbb R, +)$ is trivial

Does anyone have a reference for a fairly direct proof that the second Borel cohomology group for $(\mathbb R, +)$ (with the trivial action on the circle group) is trivial? The motivation is to show ...
Robert VanWesep's user avatar
6 votes
0 answers
243 views

Operator arithmetic-harmonic mean inequality with operator-valued weights

Let $\Lambda_1,\dots,\Lambda_n$ be strictly positive definite operators in the Euclidean space $\mathbb{R}^d$. By an operator arithmetic-harmonic mean inequality with weights $\Lambda_i$ I mean the ...
Alexander Shamov's user avatar
6 votes
0 answers
365 views

Approximating a measurable function from a second-countable, locally compact Hausdorff group to a separable Banach space

Let $ G $ be a second-countable, locally compact Hausdorff group and $ B $ a separable Banach space. We say that a function $ f: G \to B $ is Bochner-measurable if and only if it is the everywhere ...
Transcendental's user avatar
6 votes
0 answers
243 views

A compactification of the non-negative rationals with the discrete topology

Let $S$ be the set of non-negative rational numbers. (If it makes any difference, feel free to take the non-negative dyadic rationals instead.) Let $B=\ell_\infty(S)$; as a ${\rm C}^*$-algebra this is ...
Yemon Choi's user avatar
  • 25.8k
6 votes
0 answers
307 views

a question about Tsirelson's space

NOTE: I asked this question over at math.stackexchange.com but got no answer or comments after 3 days, probably because it's a bit specialized. Hopefully it is interesting enough to ask over here. ...
Ben W's user avatar
  • 1,591
6 votes
0 answers
516 views

Which functions can be approximated by piecewise constant functions?

Let $\Omega \subset \mathbb{R}^d$ be a connected and bounded domain. We call a function $f\in L^\infty(\Omega)$ nice if for each $\epsilon>0$ there exist $n\in \mathbb{N}, a_1,\dots,a_n \in \mathbb{...
user35593's user avatar
  • 2,286
6 votes
0 answers
532 views

Products of spaces containing no copies of $\ell_2(\Gamma)$

Given an infinite set $\Gamma$, I would like to know if the class of Banach spaces containing no copies of $\ell_2(\Gamma)$ is stable under finite products. When $\Gamma$ is countable the answer is ...
M.González's user avatar
  • 4,461
6 votes
0 answers
175 views

Ultrapowers and complemented subspaces

Let $Y$ be a closed subspace of a Banach space $X$, and let $\mathcal{U}$ be a nontrivial ultrafilter on the set $\mathbb{N}$ of all integer numbers. It is not difficult to see that if $Y$ is ...
M.González's user avatar
  • 4,461
6 votes
0 answers
189 views

Pettis Integrability and Laws of Large Numbers

Let $(\Omega, \mathcal F, \mathbb P)$ be a probability space, and let $V$ be a topological vector space with a dual space that separates points. Let $v_n : \Omega \to V$ be a sequence of Pettis ...
Tom LaGatta's user avatar
  • 8,512
6 votes
0 answers
259 views

Explicit form of the homeomorphism between $C[0,1]$ and $C[0,1]\setminus 0$

How to construct the homeomorphism between $C[0,1]$ and $C[0,1]\setminus\{\theta\}$ in the explicit form? Here, as usual, $C[0,1]$ is the Banach space of continuous functions $f:[0,1]\to\mathbb{R}$ ...
Ilnara's user avatar
  • 91
6 votes
0 answers
319 views

Norms on tensor products

Let $A$ be an algebra of operators on a Hilbert space $H$. Let $A^m$ and $A^n$ be free $A$-modules with bases $e_1, \ldots, e_m$ and $f_1, \ldots, f_n$. Define a norm on $A^m \otimes A^n$ as follows: $...
Boris Tsygan's user avatar
6 votes
0 answers
262 views

Given that a conditional measure is Gaussian, how bad can the original measure be?

Let $X$ and $Y$ be Banach spaces, and let $\varphi : X \to Y$ be a continuous linear map. Suppose that $\mathbb P$ is a probability measure on $X$ which satisfies the continuous disintegration ...
Tom LaGatta's user avatar
  • 8,512
6 votes
0 answers
369 views

Paving conjecture for Toeplitz matrices

Let me first recall what is the so-called paving conjecture: for any $\epsilon >0$, there exists $r\in \mathbb N$ such that for any bounded operator $A$ on $\ell^2(\mathbb Z)$, there exists a ...
Bazin's user avatar
  • 16.2k
6 votes
0 answers
322 views

Terminology for notion dual to "support"

If $X$ is a set (feel free to think of it as finite, but it doesn't have to be) and $f$ a real function on $X$, call the support $\operatorname{supp} f$ the subset of $X$ consisting of all elements $i\...
Igor Khavkine's user avatar
6 votes
0 answers
324 views

Ricci-flat metrics on Cotangent bundles in adapted complex structure

greetings, Let $(M,g)$ be a compact Riemannian manifold. On some neighbourhood $X$ of the zero section in the cotangent bundle $T^{*}L$ we have a complex structure $J$ and a Kähler form $\omega$ s.t. ...
dominik's user avatar
  • 61
6 votes
0 answers
411 views

Birth-Death Process associated with Orthogonal Polynomials

I have read in various places the following objects are related: orthogonal polynomials birth-death processes Lattice paths continued fractions After a lot of searching online, I found sketches ...
john mangual's user avatar
  • 22.8k
6 votes
0 answers
697 views

distributions on Lie groups and representations

Let $G$ be a Lie group and $\pi$ a continuous action on $V$, a Fréchet space. This action induces a representation of the space of compactly supported functions, $C_c(G)$, with convolution as product ...
Yul Otani's user avatar
  • 342
6 votes
0 answers
257 views

What is the intersection of the closures of left invertible operators and right invertible operators?

From Douglas Zare's answer (see Does $X$ embed in $Y$, and $Y$ embed in $X$, always imply that $X$ isomorphic onto $Y$?), one know that $$ \overline{G_{l}(X,Y)} \bigcap \overline{G_{r}(X,Y) } = \...
Qingping Zeng's user avatar
6 votes
0 answers
98 views

Do the translates of integrable function approximate its radial part?

For an integrable function $f$ on $\mathbb R^n$ we consider its ``radial'' part $$R(f)(x)=\int_{\mathrm{SO}(n)} f(kx)dk.$$ What is the minimal condition on $f$ so that the span of translates of $f$ (...
spr's user avatar
  • 415
6 votes
0 answers
715 views

What is the structure of a space of $\sigma$-algebras?

Let $X$ be a compact metric space, and consider the Banach space $\Omega = C(X,\mathbb R)$ of continuous, real-valued functions on $X$, equipped with the supremum norm. Let $\delta_x \in \Omega^*$ be ...
Tom LaGatta's user avatar
  • 8,512
6 votes
0 answers
387 views

Local minimum from directional derivatives in the space of convex bodies

I have a function $f(K)$ defined on the space of three-dimensional convex bodies for which I want to show that the unit ball $B$ is a local minimum. I have been able to show if $K$ is not homothetic ...
Yoav Kallus's user avatar
  • 5,971
6 votes
0 answers
8k views

Dual space of continuous functions

Let $C_b(\Omega,V )=$ { $ f:\Omega\rightarrow V $ } is the Banach space of all bounded continuous functions in Banach space $V$ with a norm $\|\cdot\|$ defined as $\|f\|_\infty=\sup _{x\in\Omega}\|f(x)...
Mariarty's user avatar
  • 385
6 votes
0 answers
484 views

Square and cube?

Gowers and Maurey proved in their remarkable paper(s), that there is a Banach space $X$ such that $X$ is isomorphic to its cube $X\oplus X\oplus X$ but not to isomorphic to its square $X\oplus X$. ...
Sellapan Nathan's user avatar
6 votes
0 answers
3k views

Projective and injective tensor product

It is well known that for arbitrary Banach spaces $X$ and $Y$ we have that the dual space $(X \hat{\otimes}_{\pi} Y)^* = \mathcal{L}(X, Y^*)$. If we take $\ell^p$ and $\ell^q$ such that $p < q^{\...
6 votes
0 answers
733 views

$f(x) \ne g(x)$ but $f(f(x))=g(g(x))$ - is there a name/some discussion of this property?

In the context of iteration of functions I look at the eigenvalues of the associated matrixoperator/Carleman-matrix . If a function $\small f(x)$ has a negative eigenvalue in its associated ...
Gottfried Helms's user avatar
6 votes
0 answers
295 views

Is there an idempotent measure on the free LD system?

This is a follow up question to MO question "Idempotent measures on the free binary system?". Let $(A,*)$ be the free binary operation on one generator which satisfies the left self distributive law: ...
Justin Moore's user avatar
  • 3,547
6 votes
1 answer
2k views

Finite element method inverse estimate

$\DeclareMathOperator\diam{diam}$Looking for a proof in the literature of the following lemma: Let $K\subset\mathbb{R}^d$ be a bounded domain. Let $P_X$ be a finite dimensional subspace of $\mathcal{...
alext87's user avatar
  • 3,217
6 votes
0 answers
299 views

Spectrum of an operator arising in a dynamical problem

(Question edited according to Denis Serre comment). While studying the action of dilating map of the circle on probability measures, I ran across the following operator: $$\mathcal{K}^* : L^2_0(\mu)\...
Benoît Kloeckner's user avatar
6 votes
0 answers
354 views

Ordering of completely bounded maps

Let A be a C*-algebra, let H be a Hilbert space, and let $T:A\rightarrow B(H)$ be a completely bounded (cb) map (that is, the dilations to maps $M_n(A)\rightarrow M_n(B(H))$ are uniformly bounded). ...
Matthew Daws's user avatar
  • 18.7k
6 votes
0 answers
2k views

Weak lower semi-continuity

Which conditions assure the weak lower semicontinuity of, say, an integral functional of the type $F(u):=\int_\Omega f(u(x),Du(x))dx$ on $W^{1,2}(\Omega,\mathbb{R}^N)$ for a bounded, if you will even ...
Sebastian Scholtes's user avatar
6 votes
0 answers
639 views

Hilbert subspaces of indefinite inner product spaces

Let $E$ be a real linear space, endowed with a non-degenerate symmetric bilinear form $(.,.)$. Suppose that the [indefinite] inner product space $(E,(.,.))$ satisfies the following [sequential] ...
Ady's user avatar
  • 4,060
6 votes
1 answer
897 views

Flat norm metrizes the weak* topology

I've come across the following statement in literature (without proof or reference) about the flat norm of currents $$ F(T) = \sup \{ T(\omega) : \omega \in D^k(U), |\omega(x)| \leq 1, |d\omega(x)| \...
golden-rabbit's user avatar
5 votes
0 answers
75 views

What is the maximal advantage of randomized over deterministic algorithms for approximation in the worst-case?

Let $X\subset Y$ be Banach spaces and $B_X:=\{x\in X: \|x\|_X\le1\}$ be the unit ball of $X$. The goal is to find an approximation of every element from $B_X$ with error measured in $Y$ by using at ...
Mario Ullrich's user avatar
5 votes
0 answers
160 views

Hartman uniform distribution of means

Background: for a discrete abelian group $G$, a character of $G$ is a homomorphism $\chi:G\to \mathbf S^1$, $\mathbf S^1$ being the circle group $\{z\in \mathbb C:|z|=1\}$ with ordinary multiplication....
John Griesmer's user avatar
5 votes
0 answers
180 views

A variant of Schwarz's theorem on generators of smooth $G$-invariant functions

Let $V$ be a finite dimensional euclidean space and let $G\subset O(V)$ be a finite (or compact) group, let $\mathbb{R}[V]$ be the algebra of polynomial functions on $V$. If $E\subset \mathcal{C}^\...
Thomas Richard's user avatar
5 votes
0 answers
94 views

When a compact subset of a TVS can be continuously projected on a closed linear subspace?

Let $V$ be a (Hausdorff) topological vector space, $W\subset V$ a closed linear subspace, $X\subset V $ a compact. (Q): When there is a continuous map $P:X\to W$ such that $P(x)=x$ for every $x\in X\...
Pietro Majer's user avatar
  • 60.5k
5 votes
0 answers
899 views

Is such a Banach space $X$ isometrically isomorphic to a Hilbert space or not?

Let $X$ be a real or complex Banach space. $X$ satisfies:There exists real or complex series $\{a_k\}_{k=1}^n,\{b_k\}_{k=1}^n$ (which satisfies that:$\begin{cases} a_k,b_k\in \mathbb{R}\ \forall k=1,\...
anyon's user avatar
  • 181

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